DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS (Q3100996)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS |
scientific article |
Statements
DYNAMIC PORTFOLIO SELECTION UNDER CAPITAL-AT-RISK WITH NO SHORT-SELLING CONSTRAINTS (English)
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22 November 2011
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continuous-time
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portfolio selection
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portfolio optimization
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capital at risk
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short-selling
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